S&P 500 long stopped out, fifteen instruments screened, no new idea

The S&P 500 cash (7714.94 at 16:35 UTC) broke the 7756 floor of its two-day consolidation after the open and hit the stop of this morning's long at 7739.20: -1R on a 0.25% risk. Our post-mortem marks it as a late entry: it was bought 1.47 ATR above the 20-day average, almost at our 1.50 limit. NVDA long and XOM short stay open, both well inside their stops. We screened fifteen instruments. Seven are too stretched from their 20-day average: Nasdaq 100 2.66 ATR, HD 2.47, JPM 2.03, WMT 2.03, Dow 2.05, V 1.95, AAPL 1.59. Four have no trend: MSFT 0.03, LLY 0.06, XOM 0.23, CAT 0.31. Tesla passed the band at 1.41 ATR with rising lows, but it was rejected today at 386.7, a July resistance only 0.5 ATR overhead. KO sits in an 87.12-89.00 range. VIX 14.8. The next macro event that matters is PCE on 30/09 at 12:30 UTC. Daily history for 22/09 was missing from our data source and was rebuilt from 5-minute regular-session bars.